+36.6%
BP vs DLTR
+45.2%
-8.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +9.6% | -13.8% | -3.0% |
| 7D | -8.4% | +15.6% | -24.0% | -6.8% |
| 30D | +2.2% | +29.9% | -27.7% | +5.3% |
| 3M | +8.8% | +12.5% | -3.7% | +10.5% |
| 6M | -0.5% | +56.3% | -56.8% | +4.4% |
| YTD | +36.2% | +19.5% | +16.7% | +42.1% |
| 1Y | +36.6% | +44.0% | -7.5% | +37.9% |
| All | +36.6% | +45.2% | -8.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling